Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 94 | — |
| Standard deviation | 15.51 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 93 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 94 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 53.95K | — |
| 3-year earnings growth | 11.18 | — |